I personally prefer plugs and they were also the first anal toy I had ever used. I think for plugs, glass is my favorite material and I would highly recommend it.
These are great, and I find the plug with the nubs instead of those long tapered spears are more pleasurable and are great for both parties during intercourse assuming it's with a dude.
And, this guy is quite wonderful. It took me a while to decide on this because something about it's shape made me hesitant... but once I got it, I was quite happy.
They're all small but not too small.